Determining the number of factors with potentially strong within-block correlations in error terms
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DOI: 10.1080/07474938.2017.1307599
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Cited by:
- Freyaldenhoven, Simon, 2022.
"Factor models with local factors — Determining the number of relevant factors,"
Journal of Econometrics, Elsevier, vol. 229(1), pages 80-102.
- Simon Freyaldenhoven, 2021. "Factor Models with Local Factors—Determining the Number of Relevant Factors," Working Papers 21-15, Federal Reserve Bank of Philadelphia.
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